-17.4%
GIS vs AJG
+19.3%
-36.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.5% | -0.3% | +3.4% |
| 7D | +8.5% | +10.7% | -2.3% | +5.1% |
| 30D | +15.3% | +26.9% | -11.6% | +8.0% |
| 3M | +0.9% | +16.6% | -15.6% | -3.4% |
| 6M | +7.9% | +40.1% | -32.2% | +1.4% |
| YTD | -17.6% | +12.4% | -30.0% | -20.5% |
| 1Y | -17.4% | +15.9% | -33.3% | -20.9% |
| All | -17.4% | +19.3% | -36.7% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AJG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling